ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 31-Oct-2016

Day Change Summary
	Previous	Current
	28-Oct-2016	31-Oct-2016	Change	Change %	Previous Week
Open	129-135	129-190	0-055	0.1%	130-115
High	129-215	129-230	0-015	0.0%	130-155
Low	129-065	129-155	0-090	0.2%	129-065
Close	129-175	129-200	0-025	0.1%	129-175
Range	0-150	0-075	-0-075	-50.0%	1-090
ATR	0-146	0-141	-0-005	-3.5%	0-000
Volume	1,390,479	1,087,201	-303,278	-21.8%	5,870,689

Daily Pivots for day following 31-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-100	130-065	129-241
R3	130-025	129-310	129-221
R2	129-270	129-270	129-214
R1	129-235	129-235	129-207	129-253
PP	129-195	129-195	129-195	129-204
S1	129-160	129-160	129-193	129-178
S2	129-120	129-120	129-186
S3	129-045	129-085	129-179
S4	128-290	129-010	129-159

Weekly Pivots for week ending 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-188	132-272	130-081
R3	132-098	131-182	129-288
R2	131-008	131-008	129-250
R1	130-092	130-092	129-213	130-005
PP	129-238	129-238	129-238	129-195
S1	129-002	129-002	129-137	128-235
S2	128-148	128-148	129-100
S3	127-058	127-232	129-062
S4	125-288	126-142	128-269

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-100	129-065	1-035	0.9%	0-136	0.3%	38%	False	False	1,230,012
10	130-155	129-065	1-090	1.0%	0-124	0.3%	33%	False	False	1,085,929
20	131-010	129-065	1-265	1.4%	0-136	0.3%	23%	False	False	1,103,943
40	131-235	129-065	2-170	2.0%	0-152	0.4%	17%	False	False	1,092,604
60	131-290	129-065	2-225	2.1%	0-161	0.4%	16%	False	False	898,310
80	132-255	129-065	3-190	2.8%	0-164	0.4%	12%	False	False	674,322
100	133-095	129-065	4-030	3.2%	0-159	0.4%	10%	False	False	539,502
120	133-095	128-195	4-220	3.6%	0-134	0.3%	22%	False	False	449,585

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-039
Narrowest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	130-229
2.618	130-106
1.618	130-031
1.000	129-305
0.618	129-276
HIGH	129-230
0.618	129-201
0.500	129-193
0.382	129-184
LOW	129-155
0.618	129-109
1.000	129-080
1.618	129-034
2.618	128-279
4.250	128-156

Fisher Pivots for day following 31-Oct-2016
Pivot	1 day	3 day
R1	129-198	129-193
PP	129-195	129-185
S1	129-193	129-178

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These figures are updated between 7pm and 10pm EST after a trading day.

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